A study of the Black scholes pricing model under varying dividend yields

MaRDI QIDQ6659928zbMATH OpenFDO

Authors Raj K. Gangele, Shailendra Asati

Publication date 9 January 2025

Published in Journal of Rajasthan Academy of Physical Sciences (Search for Journal in Brave)

zbMATH Keywords

Black scholes option pricing modelcall optionimplicit numerical schemevarying dividend condition

Mathematics Subject Classification ID

Partial differential equations (35-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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